-26.1%
KHC vs ZETA
+239.2%
-265.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -2.5% | -6.5% | +4.0% | -2.5% |
| 30D | +0.5% | +4.8% | -4.3% | +0.5% |
| 3M | +3.0% | +53.3% | -50.3% | +2.8% |
| 6M | +6.6% | +66.8% | -60.2% | +6.4% |
| YTD | +5.8% | +50.2% | -44.4% | +5.5% |
| 1Y | -2.2% | +62.0% | -64.3% | -2.5% |
| 3Y | -12.5% | +276.4% | -288.9% | -12.3% |
| 5Y | -13.6% | +341.6% | -355.2% | -12.1% |
| All | -26.1% | +239.2% | -265.3% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZETA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling